+908.2%
APO vs IAG
+423.2%
+485.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -2.2% |
| 7D | -4.9% | -4.1% | -0.8% | -4.7% |
| 30D | -8.4% | +10.6% | -19.1% | -9.0% |
| 3M | -2.1% | +35.4% | -37.4% | -3.9% |
| 6M | +19.2% | -9.5% | +28.8% | +19.3% |
| YTD | -10.5% | +21.8% | -32.4% | -12.5% |
| 1Y | -2.7% | +84.1% | -86.8% | -7.6% |
| 3Y | +52.5% | +817.4% | -764.9% | +29.7% |
| 5Y | +132.1% | +830.1% | -698.0% | +91.8% |
| All | +908.2% | +423.2% | +485.1% | +750.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling